+69.5%
PR vs PFGC
-5.1%
+74.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +2.9% | -2.2% | +5.1% | +2.7% |
| 30D | +18.0% | -11.9% | +30.0% | +16.8% |
| 3M | +16.9% | +5.0% | +11.9% | +17.5% |
| 6M | +28.2% | +8.6% | +19.6% | +30.0% |
| YTD | +69.3% | +9.7% | +59.6% | +69.0% |
| 1Y | +69.5% | -6.3% | +75.8% | +77.4% |
| All | +69.5% | -5.1% | +74.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling